Related papers: Moments Calculation For the Doubly Truncated Multi…
Ordered weighted averaging (OWA) operators have been widely used in decision making these past few years. An important issue facing the OWA operators' users is the determination of the OWA weights. This paper introduces an OWA determination…
We derive evolution equations for the truncated Mellin moments of the parton distributions. We find that the equations have the same form as those for the partons themselves. The modified splitting function for n-th moment $P'(n,x)$ is…
We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…
The formalism of the reduced density matrix is pursued in both length and velocity gauges of the perturbation to the crystal Hamiltonian. The covariant derivative is introduced as a convenient representation of the position operator. This…
In Survival Analysis, the observed lifetimes often correspond to individuals for which the event occurs within a specific calendar time interval. With such interval sampling, the lifetimes are doubly truncated at values determined by the…
Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…
Completely random measures (CRMs) and their normalizations are a rich source of Bayesian nonparametric priors. Examples include the beta, gamma, and Dirichlet processes. In this paper we detail two major classes of sequential CRM…
We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…
An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…
Despite the relevance of the binomial distribution for probability theory and applied statistical inference, its higher-order moments are poorly understood. The existing formulas are either not general enough, or not structured and…
Employing Hilbert-Schmidt measure, we explicitly compute and analyze a number of determinantal product (bivariate) moments |rho|^k |rho^{PT}|^n, k,n=0,1,2,3,..., PT denoting partial transpose, for both generic (9-dimensional) two-rebit…
Doubly truncated data are found in astronomy, econometrics and survival analysis literature. They arise when each observation is confined to an interval, i.e., only those which fall within their respective intervals are observed along with…
We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…
This study presents new closed-form estimators for the Dirichlet and the Multivariate Gamma distribution families, whose maximum likelihood estimator cannot be explicitly derived. The methodology builds upon the score-adjusted estimators…
Inspired by the truncated Euler-Maruyama method developed in Mao (J. Comput. Appl. Math. 2015), we propose the truncated Milstein method in this paper. The strong convergence rate is proved to be close to 1 for a class of highly non-linear…
In this investigation, the distribution of the ratio of two independently distributed xgamma (Sen et al. 2016) random variables X and Y , with different parameters, is proposed and studied. The related distributional properties such as,…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…
We propose a simple modification, the Gaussian truncation, of the probability density function which was obtained by Beck (2001) to fit the experimental distribution of fluid particle acceleration component from fully developed fluid…